By great combination of skill and luck I managed to completely surround STAVKA. That id, I had units in all hexes beside it. First the soviets bought reinforcements in order to bolster the defences of their supreme hq. I managed to get in a turn of good beating, but I found the next turn that STAVKA had vanished.

My guess is that it relocated to a safer place, but how is this possible? All the exiting paths were blocked by enemy units. I realize that e.g. in WitE, you can't uttrely destroy HQ's by surrounding them (or can you?) due to the time scale, I can't see how that could be the case here.

A better question is, how did you manage to surround the entire Russian supply/replacement network, which is represented by STAVKA? Such silliness is prevented by playing a card, which allows the player to relocate your HQ to another location. But it can only happen once.

The Russian HQ relocates to Uralsk and OKH relocates to Odessa. It is done by playing a card (and costs some pp's)

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What's the sense of sending $2 million missiles to hit a $10 tent that's empty?